AN AUSTRALIAN self-help guru accused of using a story about Mexican gang members to rob a US bank of $US140,750 ($135,980) has painted himself as a Robin Hood who stole from the rich to give to America's very poor.

Corey Allan Donaldson, 39, was the focus of a multi-state manhunt involving the FBI after he allegedly strolled into a branch of US Bank in Wyoming's famed ski resort town, Jackson Hole, on New Year's Eve.

Security footage shows a chubby, bearded man in sunglasses, a suit jacket, tan pants and what the FBI described as an ''English-style driving cap'' walking casually out of the bank with a briefcase filled with $US140,750.

The bizarre case began when Mr Donaldson, referring to himself as an international investor named ''Charlie'', set up a meeting with the bank's manager, according to the FBI in documents filed in Wyoming's US District Court.

In the meeting, Charlie said he owned a business in Mexico, was robbed and then four men who were Vietnam veterans and involved with a drug cartel offered to help him find the people responsible for the theft.

The bank manager said Charlie told a story about how the Vietnam vets took him up in a helicopter with two unknown males, asked one of the males about the theft and when he refused to answer, tied a rope around the man, lowered him out the helicopter and ''dragged him until the only thing left was a bloody rope''.

The manager told authorities when he reached for an alarm button under his desk, Charlie warned that members of the drug cartel had written a note saying ''four military-grade explosives'' were placed outside the bank and if he did not comply with their demands there ''will be blood and carnage'' and the manager would be ''hunted down and killed''.

The note demanded $US2 million but the manager handed over $US140,750 from the vault, court documents said.

Authorities say they identified Donaldson as Charlie by tracking down the phone from where the call was made to organise the meeting with the bank manager. The phone was in a general store and the store's security footage identified the number plate of a Toyota Tundra registered in Utah.

In a prison interview with the Jackson Hole News & Guide, Donaldson said he travelled America's west handing out the cash to people living in shelters and on the streets, as well as to charities. Corporal Pearson said the police investigation confirmed this was correct.

He gave ''several thousand dollars'' to a young pregnant woman struggling to look after another child, the newspaper said.

''There are people with a roof over their heads right now because of what I did,'' Donaldson told the newspaper. ''It's possible that people are alive right now because of what I did, and I don't regret that aspect of it.''

Donaldson, who claimed to have been homeless after a failed business venture and said he moved from Australia to the US 17 years earlier to marry a pen pal who lived in Utah, wrote self-help books and owns the relationship consulting business diagnosemywife.com, the newspaper reported.

Donaldson has been denied bail because he was deemed a ''flight risk'' and is being held in Nebraska.

AAP

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